{"id":"https://openalex.org/W1996907933","doi":"https://doi.org/10.2478/v10006-012-0058-x","title":"Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence","display_name":"Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence","publication_year":2012,"publication_date":"2012-12-28","ids":{"openalex":"https://openalex.org/W1996907933","doi":"https://doi.org/10.2478/v10006-012-0058-x","mag":"1996907933"},"language":"en","primary_location":{"id":"doi:10.2478/v10006-012-0058-x","is_oa":true,"landing_page_url":"https://doi.org/10.2478/v10006-012-0058-x","pdf_url":"https://sciendo.com/pdf/10.2478/v10006-012-0058-x","source":{"id":"https://openalex.org/S117679522","display_name":"International Journal of Applied Mathematics and Computer Science","issn_l":"1641-876X","issn":["1641-876X","2083-8492"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320322","host_organization_name":"De Gruyter Open","host_organization_lineage":["https://openalex.org/P4310320322","https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter Open","De Gruyter"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Applied Mathematics and Computer Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://sciendo.com/pdf/10.2478/v10006-012-0058-x","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5041074820","display_name":"Chunshien Li","orcid":null},"institutions":[{"id":"https://openalex.org/I22265921","display_name":"National Central University","ror":"https://ror.org/00944ve71","country_code":"TW","type":"education","lineage":["https://openalex.org/I22265921"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Chunshien Li","raw_affiliation_strings":["Laboratory of Intelligent Systems and Applications, National Central University, No. 300, Jhongda Rd., Jhongli City, Taoyuan County 32001, Taiwan, ROC"],"affiliations":[{"raw_affiliation_string":"Laboratory of Intelligent Systems and Applications, National Central University, No. 300, Jhongda Rd., Jhongli City, Taoyuan County 32001, Taiwan, ROC","institution_ids":["https://openalex.org/I22265921"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109576341","display_name":"Tai-Wei Chiang","orcid":null},"institutions":[{"id":"https://openalex.org/I22265921","display_name":"National Central University","ror":"https://ror.org/00944ve71","country_code":"TW","type":"education","lineage":["https://openalex.org/I22265921"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Tai-Wei Chiang","raw_affiliation_strings":["Laboratory of Intelligent Systems and Applications, National Central University, No. 300, Jhongda Rd., Jhongli City, Taoyuan County 32001, Taiwan, ROC"],"affiliations":[{"raw_affiliation_string":"Laboratory of Intelligent Systems and Applications, National Central University, No. 300, Jhongda Rd., Jhongli City, Taoyuan County 32001, Taiwan, ROC","institution_ids":["https://openalex.org/I22265921"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5041074820"],"corresponding_institution_ids":["https://openalex.org/I22265921"],"apc_list":{"value":4080,"currency":"PLN","value_usd":1100},"apc_paid":{"value":4080,"currency":"PLN","value_usd":1100},"fwci":2.4839,"has_fulltext":true,"cited_by_count":21,"citation_normalized_percentile":{"value":0.89076438,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"22","issue":"4","first_page":"787","last_page":"800"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10820","display_name":"Fuzzy Logic and Control Systems","score":0.9973000288009644,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6721076965332031},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4868116080760956},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4808012545108795},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.47709375619888306},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.45469748973846436},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.45430123805999756},{"id":"https://openalex.org/keywords/swarm-behaviour","display_name":"Swarm behaviour","score":0.4420483708381653},{"id":"https://openalex.org/keywords/swarm-intelligence","display_name":"Swarm intelligence","score":0.42125675082206726},{"id":"https://openalex.org/keywords/complex-system","display_name":"Complex system","score":0.41925477981567383},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.37684863805770874},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.3676202893257141},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3655099868774414},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15499401092529297},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1509295105934143}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6721076965332031},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4868116080760956},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4808012545108795},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.47709375619888306},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.45469748973846436},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.45430123805999756},{"id":"https://openalex.org/C181335050","wikidata":"https://www.wikidata.org/wiki/Q14915018","display_name":"Swarm behaviour","level":2,"score":0.4420483708381653},{"id":"https://openalex.org/C119487961","wikidata":"https://www.wikidata.org/wiki/Q863960","display_name":"Swarm intelligence","level":3,"score":0.42125675082206726},{"id":"https://openalex.org/C47822265","wikidata":"https://www.wikidata.org/wiki/Q854457","display_name":"Complex system","level":2,"score":0.41925477981567383},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.37684863805770874},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.3676202893257141},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3655099868774414},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15499401092529297},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1509295105934143},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.2478/v10006-012-0058-x","is_oa":true,"landing_page_url":"https://doi.org/10.2478/v10006-012-0058-x","pdf_url":"https://sciendo.com/pdf/10.2478/v10006-012-0058-x","source":{"id":"https://openalex.org/S117679522","display_name":"International Journal of Applied Mathematics and Computer Science","issn_l":"1641-876X","issn":["1641-876X","2083-8492"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320322","host_organization_name":"De Gruyter Open","host_organization_lineage":["https://openalex.org/P4310320322","https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter Open","De Gruyter"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Applied Mathematics and Computer Science","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.390.3916","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.390.3916","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://matwbn.icm.edu.pl/ksiazki/amc/amc22/amc2241.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.817.9878","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.817.9878","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://yadda.icm.edu.pl/yadda/element/bwmeta1.element.baztech-article-BPZ7-0008-0001/c/httpswww_amcs_uz_zgora_plactiondownloadpdfamcs20122241.pdf","raw_type":"text"},{"id":"pmh:oai:zbc.uz.zgora.pl:58992","is_oa":false,"landing_page_url":"https://zbc.uz.zgora.pl/dlibra/docmetadata?showContent=true&id=58992","pdf_url":null,"source":{"id":"https://openalex.org/S4306400400","display_name":"Digital library of Zielona Gora (University of Zielona G\u00f3ra)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I46305939","host_organization_name":"University of Zielona G\u00f3ra","host_organization_lineage":["https://openalex.org/I46305939"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://www.amcs.uz.zgora.pl/?action=paper&paper=649","raw_type":"artyku\u0142"}],"best_oa_location":{"id":"doi:10.2478/v10006-012-0058-x","is_oa":true,"landing_page_url":"https://doi.org/10.2478/v10006-012-0058-x","pdf_url":"https://sciendo.com/pdf/10.2478/v10006-012-0058-x","source":{"id":"https://openalex.org/S117679522","display_name":"International Journal of Applied Mathematics and Computer Science","issn_l":"1641-876X","issn":["1641-876X","2083-8492"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320322","host_organization_name":"De Gruyter Open","host_organization_lineage":["https://openalex.org/P4310320322","https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter Open","De Gruyter"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Applied Mathematics and Computer Science","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.41999998688697815,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320321040","display_name":"National Science Council","ror":"https://ror.org/02kv4zf79"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1996907933.pdf","grobid_xml":"https://content.openalex.org/works/W1996907933.grobid-xml"},"referenced_works_count":44,"referenced_works":["https://openalex.org/W77363340","https://openalex.org/W1504712783","https://openalex.org/W1605898583","https://openalex.org/W1969882757","https://openalex.org/W1972813808","https://openalex.org/W1975936518","https://openalex.org/W1978972461","https://openalex.org/W1980458013","https://openalex.org/W1981252484","https://openalex.org/W2011023980","https://openalex.org/W2013815893","https://openalex.org/W2019207321","https://openalex.org/W2038414001","https://openalex.org/W2039935421","https://openalex.org/W2044661806","https://openalex.org/W2045434012","https://openalex.org/W2055877700","https://openalex.org/W2055885994","https://openalex.org/W2057732231","https://openalex.org/W2059804518","https://openalex.org/W2062151637","https://openalex.org/W2062464862","https://openalex.org/W2062746990","https://openalex.org/W2084878911","https://openalex.org/W2085629944","https://openalex.org/W2091821619","https://openalex.org/W2094208309","https://openalex.org/W2097403045","https://openalex.org/W2106625051","https://openalex.org/W2107328826","https://openalex.org/W2109103956","https://openalex.org/W2109364787","https://openalex.org/W2124065547","https://openalex.org/W2128467430","https://openalex.org/W2137983211","https://openalex.org/W2152743610","https://openalex.org/W2153650724","https://openalex.org/W2156222099","https://openalex.org/W2159489157","https://openalex.org/W2160276624","https://openalex.org/W2171277043","https://openalex.org/W2402846924","https://openalex.org/W2543580944","https://openalex.org/W3146803896"],"related_works":["https://openalex.org/W10394924","https://openalex.org/W2241084252","https://openalex.org/W2178549925","https://openalex.org/W3196514639","https://openalex.org/W1607223180","https://openalex.org/W2031835531","https://openalex.org/W2070977815","https://openalex.org/W2135395924","https://openalex.org/W2624281123","https://openalex.org/W2122935062"],"abstract_inverted_index":{"Financial":[0],"investors":[1,15],"often":[2],"face":[3],"an":[4,41,63],"urgent":[5],"need":[6],"to":[7,16,52,93,112,157],"predict":[8],"the":[9,25,32,46,53,82,86,94,98,114,127,135,142,159],"future.":[10],"Accurate":[11],"forecasting":[12],"may":[13],"allow":[14],"be":[17],"aware":[18],"of":[19,34,55,85,91,101,151,167],"changes":[20],"in":[21,24,131],"financial":[22,56,152],"markets":[23],"future,":[26],"so":[27],"that":[28],"they":[29],"can":[30,96],"reduce":[31],"risk":[33],"investment.":[35],"In":[36],"this":[37],"paper,":[38],"we":[39,119],"present":[40],"intelligent":[42],"computing":[43],"paradigm,":[44],"called":[45,126],"Complex":[47,70],"Neuro-Fuzzy":[48],"System":[49],"(CNFS),":[50],"applied":[51],"problem":[54],"time":[57,153],"series":[58,154],"forecasting.":[59,110],"The":[60,89],"CNFS":[61,95,115],"is":[62,67,106],"adaptive":[64,99],"system,":[65],"which":[66,105,129],"designed":[68],"using":[69],"Fuzzy":[71],"Sets":[72],"(CFSs)":[73],"whose":[74,162],"membership":[75],"functions":[76],"are":[77,155],"complex-valued":[78],"and":[79,141],"characterized":[80],"within":[81],"unit":[83],"disc":[84],"complex":[87],"plane.":[88],"application":[90],"CFSs":[92],"augment":[97],"capability":[100],"nonlinear":[102,109],"functional":[103],"mapping,":[104],"valuable":[107],"for":[108,116],"Moreover,":[111],"optimize":[113],"accurate":[117],"forecasting,":[118],"devised":[120],"a":[121,132],"new":[122],"hybrid":[123,133],"learning":[124],"method,":[125],"HMSPSO-RLSE,":[128],"integrates":[130],"way":[134],"so-called":[136],"Hierarchical":[137],"Multi-Swarm":[138],"PSO":[139],"(HMSPSO)":[140],"wellknown":[143],"Recursive":[144],"Least":[145],"Squares":[146],"Estimator":[147],"(RLSE).":[148],"Three":[149],"examples":[150],"used":[156],"test":[158],"proposed":[160],"approach,":[161],"experimental":[163],"results":[164],"outperform":[165],"those":[166],"other":[168],"methods.":[169]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}